So much market noise — but what are you supposed to do with it?
We gather the market's noise, and read it through one system.We gather the market's noise, and read it through one system.
We distill the flood of market commentary and stock picks into data, and interpret it through a single rule. "So how should I read this market?" — we answer that with data and a track record of our own testing. Every month we show the system's call and its results, in full.
What you get every month, free
- What regime is the market in?Whether it's rising, ranging, or falling — and how the system read it.
- So how are we positioned this month?Which call, how many names, and on what basis (offensive / balanced / defensive).
- Last month's report card, honestly.Real results — losses included — and why things worked or didn't.
Everything's free for now · cancel in one click
Live, right now
Here's how we're positioned this month.
We don't just say "transparent." Here's part of this month's actual call and results.
Last month's holdings
Closed positions · finalized
This month's holdings
Holdings after rebalancing, shared with subscribers
* Figures and names above are design placeholders. Live performance is updated on the track-record page; backtest and live results are labeled separately. Past performance does not guarantee future returns.
11-YEAR BACKTEST
Regime Strategy vs KOSPI · 11 years
Cumulative return from running KOSPI large caps with the Regime Strategy, 2015 to 2026, against the KOSPI index over the same period.
Backtest on historical data, net of a 0.35% round-trip cost. It cannot fully reflect real execution prices, taxes, or liquidity. Past performance does not guarantee future results.
WHY THEQUANTKOREA
What makes us different.
An item-by-item comparison of how we differ from most channels.
Backtest disclosure
P&L disclosure
Live verification
Operation
Disclosure timing
The comparison describes general patterns observed in the industry, not any specific channel. Every TheQuantKorea claim will be verified monthly through real-money trading results once operations begin.
REGIME-ADAPTIVE SYSTEM
How the strategy adapts.
Over 11 years the market spent 46 months in BULL, 57 in SIDEWAYS, and 34 in BEAR. Regime Strategy beat the market in all three — BULL +2.0pp, SIDEWAYS +0.7pp, BEAR +1.7pp — with a shallower drawdown (MDD -22.8% vs KOSPI -34.6%). That compounds into +1529pp of cumulative alpha.
▲BULL
Trending up
Scenario
KOSPI200 · S3 · 3 · 3 holdings
CAGR-ranked — aggressive
Monthly avg (backtest)
+4.96%
vs KOSPI +2.94%▲ +2.0pp
━SIDEWAYS
Range-bound
Scenario
KOSPI200 · S4 · 7 · 7 holdings
Sharpe-ranked — balanced (50% invested · 50% cash)
Monthly avg (backtest)
-0.08%
vs KOSPI -0.82%▲ +0.7pp
▼BEAR
Trending down
Scenario
KOSPI50 · S8 · 5 · 5 holdings
MDD-ranked — defense + oversold rebound
Monthly avg (backtest)
+4.37%
vs KOSPI +2.65%▲ +1.7pp
METHODOLOGY
11-year backtest — and still validating out-of-sample.
8 years of training data (2014–2021), 1 year of tuning (2022), then out-of-sample validation on data the system had never seen (January 2023 to today, 41 months). This validation hasn't ended — it continues into live operation.
Training · 8Y
2014 – 2021
Model design and learning
Validation · 1Y
2022
Hyperparameter tuning
Out-of-sample · 41MO
2023.01 – NOW
Unseen period · ongoing
Data sources
KRX official data · DART · Kiwoom OpenAPI+
Universe
KOSPI200 · Top 200 by market cap
Rebalancing
First Monday of each month · equal weight
Latest research
View all posts →What Is the Regime Strategy — A Quant System That Adapts to the Market
Markets don't always wear the same face. The Regime Strategy measures each month whether the market is rising, ranging, or falling, and runs KOSPI large caps with a stance to match. Measurement, not prediction.
2026-05-29
10 Hypotheses, 0 Adopted — One Month of Validation
Is there a way to push the Regime Strategy's returns higher? Over one month we tested more than ten improvement hypotheses and adopted none. Here is the honest record of failure.
2026-05-27
In Sideways Markets, Quant Doesn't Win — It Holds. An 81-Month Look
Over 11 years, the market spent 81 months going nowhere. In that stretch the Regime Strategy didn't beat KOSPI. But that was by design. Here's what sideways regimes are really for, in the data.
2026-05-26